Lab entry styles
Same trend filter as the breakout. In an up-trend, buy when the last 12 bars fell at least k standard deviations (k = 1.0 or 1.5); in a down-trend, sell after an equal rally.
ATR stop and target on eToro, optional break-even stop, time stop.
as above
Each trade risks at most the 'risk per trade' share of equity at its stop (default 0.5–1%), capped by the maximum single position (default 10% of equity), the per-class cap, free cash, and eToro's minimum size. Leverage multiplies exposure, not the cash taken: a $1,000 position at 5× is $5,000 of exposure.
eToro's own cost quote per market is charged on every simulated trade (round trip): about 0.002–0.06% for index, currency and commodity CFDs, 0.30% for stocks and ETFs, about 2% for crypto, plus overnight fees on CFDs. That is why crypto needs much larger moves.
Signals use only bars that had closed; trades fill at the next bar's open. Recipes are chosen on the older half of the data and verified on the newer half.
| Asset class | Best recipe of this style | Trades | Chosen-on half / month · PF | Out-of-sample half / month · won · PF | Max drawdown |
|---|---|---|---|---|---|
| commodities | 15-min buy dips / sell rallies in the trend (1.5σ), stop 1 ATR, target 2 ATR | 72 | −1.70% · 0.6 | −1.49% · 21% · 0.34 | 2.4% |
| crypto | 4-hour buy dips / sell rallies in the trend (1.5σ), stop 3 ATR, target 6 ATR | 103 | −0.24% · 0.92 | −2.93% · 35% · 0.51 | 21.8% |
| fx | 15-min buy dips / sell rallies in the trend (1.5σ), stop 1.5 ATR, target 1.5 ATR, stop to break-even after +1 ATR | 146 | +0.02% · 1.06 | +0.15% · 48% · 1.6 | 0.1% |
| indices | 5-min buy dips / sell rallies in the trend (1.5σ), stop 1 ATR, target 2 ATR, stop to break-even after +1 ATR | 348 | −0.04% · 0.98 | +0.18% · 31% · 1.11 | 0.3% |
| stocks | 1-hour buy dips / sell rallies in the trend (1.5σ), stop 3 ATR, target 6 ATR | 39 | −0.61% · 0.66 | −0.26% · 35% · 0.88 | 3.1% |
Per market, per month, before leverage, after costs. Test dates per class are on the performance page.